+390.0%
TTWO vs IWD
+203.0%
+187.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.2% |
| 7D | +6.0% | +2.3% | +3.8% | +4.4% |
| 30D | +13.2% | +3.6% | +9.6% | +10.6% |
| 3M | -5.8% | +2.2% | -8.0% | -7.2% |
| 6M | +0.4% | +13.0% | -12.6% | -7.5% |
| YTD | -11.0% | +26.5% | -37.5% | -24.2% |
| 1Y | -4.1% | +30.1% | -34.2% | -19.8% |
| 3Y | +51.8% | +84.9% | -33.1% | -0.2% |
| 5Y | +21.3% | +73.4% | -52.1% | -16.8% |
| All | +390.0% | +203.0% | +187.0% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling